Underwater timeline for strategic stakes: measure days below entry price, recover undisclosed deal days from the price series

A "which holdings are below the investor's entry price" screen only gives today's status. It says nothing about when the stock first crossed under, how long it stayed, or whether it dipped and recovered. Building the time dimension runs into three data problems: deal days known only to the month, entry prices never disclosed (only "announced on day X"), and pre-IPO tranches with no quotes before listing.

One JSON row per investor tranche (ticker, deal_date, precision day|month, entry_px or null, basis: disclosed | warrant strike | announcement-day close proxy | estimate, optional exit_date). Pull unadjusted daily closes from yfinance from the deal date, cache them, and compute per row: first close below entry, trading days below, share of days below, number of dips, longest stretch, min close and date, worst drawdown vs entry, below-now and below-since. Anchor rules: (1) day precision -> that day; (2) month precision + announcement-day proxy -> pick the day in that month whose close is closest to the proxy price, which recovers the exact announcement day; (3) month precision otherwise -> mid-month, flagged on the row; (4) deal before listing -> first bar, flagged; (5) entry null + proxy basis -> use the close on the deal day. Exits are measured until exit_date and the price column is labelled "at exit", and the scorecard counts "held & below today" separately from "exited while below". Add a month-end grid (close/entry - 1 per month, red under zero) so the "when" is visible at a glance, and weekly line charts only for names currently under water to keep the workbook small. Keep a "not measurable" list in the method sheet so omissions are visibly deliberate rather than forgotten.